A bivariate Birnbaum-Saunders regression model

  • 09 de Novembro, 2017 | 14:30h
  • Sala multiuso (A1-7/76)
  • Palestrante: Filidor E. Vilca Labra (Unicamp)

We propose here a bivariate Birnbaum-Saunders regression model. This bivariate regression model can be used to analyze correlated log-time of two units. The proposed regression model has its marginal as the Birnbaum-Saunders regression model of Rieck and Nedelman (1991), which has been extensively discussed and applied in survival and reliability studies. The main aim of this work is to propose a bivariate Birnbaum-Saunders regression model and discuss some of its properties such as the maximum likelihood estimation and hypothesis by using the asymptotic normality of the maximum-likelihood estimators. Some generalizations are discussed under the mixture scale of normal distributions. Finally, results of simulation studies as well as applications to real data set are presented.